Bayesian high-dimensional screening via MCMC (Q466528)

scientific article

Language	Label	Description	Also known as
English	Bayesian high-dimensional screening via MCMC	scientific article

Statements

instance of

scholarly article

0 references

title

Bayesian high-dimensional screening via MCMC (English)

0 references

zbMATH Open document ID

1307.62075

0 references

DOI

10.1016/j.jspi.2014.07.002

0 references

0 references

0 references

Journal of Statistical Planning and Inference

0 references

publication date

27 October 2014

0 references

full work available at URL

https://arxiv.org/abs/1302.1154

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

model selection

0 references

fully Bayesian method

0 references

high-dimensionality

0 references

posterior consistency

0 references

size-control prior on model space

0 references

generalized Zellner-Siow prior

0 references

generalized hyper-\(g\) prior

0 references

constrained blockwise Gibbs sampler

0 references

describes a project that uses

BayesDA

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Approximations and consistency of Bayes factors as model dimension grows

0 references

The Intrinsic Bayes Factor for Model Selection and Prediction

0 references

Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions

0 references

Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem

0 references

Bayes Model Averaging with Selection of Regressors

0 references

Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

Objective Bayesian model selection in Gaussian graphical models

0 references

Consistency of Bayesian procedures for variable selection

0 references

Flexible Empirical Bayes Estimation for Wavelets

0 references

Multiple shrinkage and subset selection in wavelets

0 references

Sequential Monte Carlo Samplers

0 references

Q3059475

0 references

Sure Independence Screening for Ultrahigh Dimensional Feature Space

0 references

A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

0 references

Sure independence screening in generalized linear models with NP-dimensionality

0 references

Benchmark priors for Bayesian model averaging.

0 references

The risk inflation criterion for multiple regression

0 references

Calibration and empirical Bayes variable selection

0 references

Q4344410

0 references

Consistency of objective Bayes factors for nonnested linear models and increasing model dimension

0 references

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

0 references

Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities

0 references

Bayesian Model Selection in High-Dimensional Settings

0 references

Mixtures of \(g\)-priors for Bayesian model averaging with economic applications

0 references

Mixtures of <i>g</i> Priors for Bayesian Variable Selection

0 references

Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics

0 references

A unified approach to model selection and sparse recovery using regularized least squares

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

Lasso-type recovery of sparse representations for high-dimensional data

0 references

Consistency of Bayes factors for intrinsic priors in normal linear models

0 references

Consistency of objective Bayes factors as the model dimension grows

0 references

Adaptive sampling for Bayesian variable selection

0 references

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

0 references

Q4408719

0 references

Consistency of Bayesian linear model selection with a growing number of parameters

0 references

Likelihood-Based Selection and Sharp Parameter Estimation

0 references

Q4845383

0 references

Nonparametric regression using Bayesian variable selection

0 references

High-dimensional generalized linear models and the lasso

0 references

Q5434041

0 references

Shrinkage Tuning Parameter Selection with a Diverging number of Parameters

0 references

High-dimensional variable selection

0 references

Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation

0 references

Q3906895

0 references

The sparsity and bias of the LASSO selection in high-dimensional linear regression

0 references

Empirical Bayes False Coverage Rate Controlling Confidence Intervals

0 references

Q3174050

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:466528